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In a single-factor APT, there are two widely diversified. Portfolios L and M. Factor loadings are b L = 0.5 and b M = 2.
In a single-factor APT, there are two widely diversified. Portfolios L and M. Factor loadings are b L = 0.5 and b M = 2. Intercepts are a L = 5 and a M = 7. The riskfree bond has rate r g = 2.
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
1111972516, 978-1285586618, 1285586611, 978-1285613109, 978-1111972516
